OFSS
Oracle Fin Serv Soft Ltd.
Historical option data for OFSS
03 Dec 2024 04:13 PM IST
| OFSS 26DEC2024 11750 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.87
Vega: 6.81
Theta: -6.60
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 3 Dec | 12524.85 | 909.8 | 144.80 | 26.18 | 170 | -10 | 345 | |||
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| 2 Dec | 12266.50 | 765 | 333.80 | 30.81 | 1,003 | -21 | 355 | |||
| 29 Nov | 11696.45 | 431.2 | -48.80 | 32.61 | 1,004 | 91 | 376 | |||
| 28 Nov | 11658.10 | 480 | -49.45 | 35.64 | 898 | 177 | 290 | |||
| 27 Nov | 11868.75 | 529.45 | 29.25 | 35.33 | 234 | 2 | 110 | |||
| 26 Nov | 11742.40 | 500.2 | -144.80 | 34.46 | 160 | 57 | 107 | |||
| 25 Nov | 11958.25 | 645 | 336.00 | 34.80 | 64 | 43 | 50 | |||
| 22 Nov | 11516.40 | 309 | 0.00 | 0.00 | 0 | 6 | 0 | |||
| 21 Nov | 11141.90 | 309 | -16.65 | 36.95 | 9 | 2 | 3 | |||
| 20 Nov | 11169.05 | 325.65 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 19 Nov | 11169.05 | 325.65 | 0.00 | 0.00 | 0 | 1 | 0 | |||
| 18 Nov | 11272.25 | 325.65 | -170.70 | 32.99 | 1 | 0 | 0 | |||
| 14 Nov | 11768.55 | 496.35 | 0.00 | - | 0 | 0 | 0 | |||
| 13 Nov | 11762.15 | 496.35 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Nov | 11855.75 | 496.35 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Nov | 11932.80 | 496.35 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Nov | 11518.15 | 496.35 | 0.00 | 0.55 | 0 | 0 | 0 | |||
| 5 Nov | 10938.35 | 496.35 | 0.00 | 3.94 | 0 | 0 | 0 | |||
| 4 Nov | 10842.80 | 496.35 | 0.00 | 4.30 | 0 | 0 | 0 | |||
| 1 Nov | 10822.35 | 496.35 | 4.12 | 0 | 0 | 0 | ||||
For Oracle Fin Serv Soft Ltd. - strike price 11750 expiring on 26DEC2024
Delta for 11750 CE is 0.87
Historical price for 11750 CE is as follows
On 3 Dec OFSS was trading at 12524.85. The strike last trading price was 909.8, which was 144.80 higher than the previous day. The implied volatity was 26.18, the open interest changed by -10 which decreased total open position to 345
On 2 Dec OFSS was trading at 12266.50. The strike last trading price was 765, which was 333.80 higher than the previous day. The implied volatity was 30.81, the open interest changed by -21 which decreased total open position to 355
On 29 Nov OFSS was trading at 11696.45. The strike last trading price was 431.2, which was -48.80 lower than the previous day. The implied volatity was 32.61, the open interest changed by 91 which increased total open position to 376
On 28 Nov OFSS was trading at 11658.10. The strike last trading price was 480, which was -49.45 lower than the previous day. The implied volatity was 35.64, the open interest changed by 177 which increased total open position to 290
On 27 Nov OFSS was trading at 11868.75. The strike last trading price was 529.45, which was 29.25 higher than the previous day. The implied volatity was 35.33, the open interest changed by 2 which increased total open position to 110
On 26 Nov OFSS was trading at 11742.40. The strike last trading price was 500.2, which was -144.80 lower than the previous day. The implied volatity was 34.46, the open interest changed by 57 which increased total open position to 107
On 25 Nov OFSS was trading at 11958.25. The strike last trading price was 645, which was 336.00 higher than the previous day. The implied volatity was 34.80, the open interest changed by 43 which increased total open position to 50
On 22 Nov OFSS was trading at 11516.40. The strike last trading price was 309, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 6 which increased total open position to 0
On 21 Nov OFSS was trading at 11141.90. The strike last trading price was 309, which was -16.65 lower than the previous day. The implied volatity was 36.95, the open interest changed by 2 which increased total open position to 3
On 20 Nov OFSS was trading at 11169.05. The strike last trading price was 325.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 19 Nov OFSS was trading at 11169.05. The strike last trading price was 325.65, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0
On 18 Nov OFSS was trading at 11272.25. The strike last trading price was 325.65, which was -170.70 lower than the previous day. The implied volatity was 32.99, the open interest changed by 0 which decreased total open position to 0
On 14 Nov OFSS was trading at 11768.55. The strike last trading price was 496.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov OFSS was trading at 11762.15. The strike last trading price was 496.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov OFSS was trading at 11855.75. The strike last trading price was 496.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Nov OFSS was trading at 11932.80. The strike last trading price was 496.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 8 Nov OFSS was trading at 11518.15. The strike last trading price was 496.35, which was 0.00 lower than the previous day. The implied volatity was 0.55, the open interest changed by 0 which decreased total open position to 0
On 5 Nov OFSS was trading at 10938.35. The strike last trading price was 496.35, which was 0.00 lower than the previous day. The implied volatity was 3.94, the open interest changed by 0 which decreased total open position to 0
On 4 Nov OFSS was trading at 10842.80. The strike last trading price was 496.35, which was 0.00 lower than the previous day. The implied volatity was 4.30, the open interest changed by 0 which decreased total open position to 0
On 1 Nov OFSS was trading at 10822.35. The strike last trading price was 496.35, which was lower than the previous day. The implied volatity was 4.12, the open interest changed by 0 which decreased total open position to 0
| OFSS 26DEC2024 11750 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.21
Vega: 9.15
Theta: -6.69
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 3 Dec | 12524.85 | 149.9 | -63.20 | 37.53 | 548 | 67 | 471 |
| 2 Dec | 12266.50 | 213.1 | -185.95 | 37.35 | 1,378 | 199 | 405 |
| 29 Nov | 11696.45 | 399.05 | -40.30 | 32.88 | 519 | 68 | 209 |
| 28 Nov | 11658.10 | 439.35 | 9.45 | 35.58 | 718 | 34 | 138 |
| 27 Nov | 11868.75 | 429.9 | -32.10 | 37.12 | 289 | 47 | 105 |
| 26 Nov | 11742.40 | 462 | 102.00 | 37.68 | 123 | 22 | 58 |
| 25 Nov | 11958.25 | 360 | -439.70 | 36.28 | 54 | 34 | 34 |
| 22 Nov | 11516.40 | 799.7 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 11141.90 | 799.7 | 0.00 | 0.00 | 0 | -1 | 0 |
| 20 Nov | 11169.05 | 799.7 | 0.00 | 35.79 | 1 | -1 | 1 |
| 19 Nov | 11169.05 | 799.7 | -6.25 | 35.79 | 1 | 0 | 1 |
| 18 Nov | 11272.25 | 805.95 | -423.40 | 41.24 | 1 | 0 | 0 |
| 14 Nov | 11768.55 | 1229.35 | 0.00 | 1.35 | 0 | 0 | 0 |
| 13 Nov | 11762.15 | 1229.35 | 0.00 | 0.92 | 0 | 0 | 0 |
| 12 Nov | 11855.75 | 1229.35 | 0.00 | 1.54 | 0 | 0 | 0 |
| 11 Nov | 11932.80 | 1229.35 | 0.00 | 1.96 | 0 | 0 | 0 |
| 8 Nov | 11518.15 | 1229.35 | 0.00 | - | 0 | 0 | 0 |
| 5 Nov | 10938.35 | 1229.35 | 0.00 | - | 0 | 0 | 0 |
| 4 Nov | 10842.80 | 1229.35 | 1229.35 | - | 0 | 0 | 0 |
| 1 Nov | 10822.35 | 0 | - | 0 | 0 | 0 | |
For Oracle Fin Serv Soft Ltd. - strike price 11750 expiring on 26DEC2024
Delta for 11750 PE is -0.21
Historical price for 11750 PE is as follows
On 3 Dec OFSS was trading at 12524.85. The strike last trading price was 149.9, which was -63.20 lower than the previous day. The implied volatity was 37.53, the open interest changed by 67 which increased total open position to 471
On 2 Dec OFSS was trading at 12266.50. The strike last trading price was 213.1, which was -185.95 lower than the previous day. The implied volatity was 37.35, the open interest changed by 199 which increased total open position to 405
On 29 Nov OFSS was trading at 11696.45. The strike last trading price was 399.05, which was -40.30 lower than the previous day. The implied volatity was 32.88, the open interest changed by 68 which increased total open position to 209
On 28 Nov OFSS was trading at 11658.10. The strike last trading price was 439.35, which was 9.45 higher than the previous day. The implied volatity was 35.58, the open interest changed by 34 which increased total open position to 138
On 27 Nov OFSS was trading at 11868.75. The strike last trading price was 429.9, which was -32.10 lower than the previous day. The implied volatity was 37.12, the open interest changed by 47 which increased total open position to 105
On 26 Nov OFSS was trading at 11742.40. The strike last trading price was 462, which was 102.00 higher than the previous day. The implied volatity was 37.68, the open interest changed by 22 which increased total open position to 58
On 25 Nov OFSS was trading at 11958.25. The strike last trading price was 360, which was -439.70 lower than the previous day. The implied volatity was 36.28, the open interest changed by 34 which increased total open position to 34
On 22 Nov OFSS was trading at 11516.40. The strike last trading price was 799.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Nov OFSS was trading at 11141.90. The strike last trading price was 799.7, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0
On 20 Nov OFSS was trading at 11169.05. The strike last trading price was 799.7, which was 0.00 lower than the previous day. The implied volatity was 35.79, the open interest changed by -1 which decreased total open position to 1
On 19 Nov OFSS was trading at 11169.05. The strike last trading price was 799.7, which was -6.25 lower than the previous day. The implied volatity was 35.79, the open interest changed by 0 which decreased total open position to 1
On 18 Nov OFSS was trading at 11272.25. The strike last trading price was 805.95, which was -423.40 lower than the previous day. The implied volatity was 41.24, the open interest changed by 0 which decreased total open position to 0
On 14 Nov OFSS was trading at 11768.55. The strike last trading price was 1229.35, which was 0.00 lower than the previous day. The implied volatity was 1.35, the open interest changed by 0 which decreased total open position to 0
On 13 Nov OFSS was trading at 11762.15. The strike last trading price was 1229.35, which was 0.00 lower than the previous day. The implied volatity was 0.92, the open interest changed by 0 which decreased total open position to 0
On 12 Nov OFSS was trading at 11855.75. The strike last trading price was 1229.35, which was 0.00 lower than the previous day. The implied volatity was 1.54, the open interest changed by 0 which decreased total open position to 0
On 11 Nov OFSS was trading at 11932.80. The strike last trading price was 1229.35, which was 0.00 lower than the previous day. The implied volatity was 1.96, the open interest changed by 0 which decreased total open position to 0
On 8 Nov OFSS was trading at 11518.15. The strike last trading price was 1229.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Nov OFSS was trading at 10938.35. The strike last trading price was 1229.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov OFSS was trading at 10842.80. The strike last trading price was 1229.35, which was 1229.35 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 1 Nov OFSS was trading at 10822.35. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
